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Capital adequacy and the regulation of financial intermediaries
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Cited by:
- cho, hyejin, 2014. "Chronological Description about Financial Crisis and Gap between Academic and Professional Approach," MPRA Paper 54411, University Library of Munich, Germany.
- Ernest Dautovic, 2019.
"Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard,"
Cahiers de Recherches Economiques du Département d'économie
19.03, Université de Lausanne, Faculté des HEC, Département d’économie.
- Dautović, Ernest, 2019. "Has regulatory capital made banks safer? Skin in the game vs moral hazard," ESRB Working Paper Series 91, European Systemic Risk Board.
- Dautović, Ernest, 2020. "Has regulatory capital made banks safer? Skin in the game vs moral hazard," Working Paper Series 2449, European Central Bank.
- Joël Petey, 2004.
"Les déterminants du risque d'insolvabilité dans l'industrie bancaire.. Une approche en termes de frontière de production,"
Recherches économiques de Louvain, De Boeck Université, vol. 70(4), pages 401-424.
- Joël PETEY, 2004. "Les déterminants du risque d’insolvabilité dans l’industrie bancaire. Une approche en termes de frontière de production," Discussion Papers (REL - Recherches Economiques de Louvain) 2004041, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Moreira, Fernando, 2022. "Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
- Jobst, Andreas A., 2002. "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series 2002/14, Center for Financial Studies (CFS).
- Yang Li & Yi-Kai Chen & Feng Sheng Chien & Wen Chih Lee & Yi Ching Hsu, 2016. "Study of optimal capital adequacy ratios," Journal of Productivity Analysis, Springer, vol. 45(3), pages 261-274, June.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2009.
"Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany,"
European Journal of Law and Economics, Springer, vol. 27(2), pages 177-209, April.
- Ralf Bebenroth & Diemo Dietrich & Uwe Vollmer, 2007. "Bank regulation and supervision in Japan and Germany: A comparison," Discussion Paper Series 211, Research Institute for Economics & Business Administration, Kobe University.
- Demirguc-Kunt, Asli, 1992. "Creditor country regulations and commercial bank lending to developing countries," Policy Research Working Paper Series 917, The World Bank.
- Gehrig, Thomas & Iannino, Maria Chiara, 2021.
"Did the Basel Process of capital regulation enhance the resiliency of European banks?,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145743, Verein für Socialpolitik / German Economic Association.
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Bank of Finland Research Discussion Papers 16/2018, Bank of Finland.
- Gehrig, Thomas, 2017. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers 11920, C.E.P.R. Discussion Papers.
- Mark J. Flannery, 2007.
"Supervising bank safety and soundness: some open issues,"
Economic Review, Federal Reserve Bank of Atlanta, issue Q1-2, pages 83-100.
- Mark J. Flannery, 2006. "Supervising bank safety and soundness: some open issues," Proceedings, Federal Reserve Bank of San Francisco.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011.
"Capital Regulation and Tail Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 123-163, December.
- Mr. Enrico Camillo Perotti & Mr. Lev Ratnovski & Mr. Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," IMF Working Papers 2011/188, International Monetary Fund.
- Perotti, Enrico & Ratnovski, Lev & Vlahu, Razvan, 2011. "Capital Regulation and Tail Risk," CEPR Discussion Papers 8526, C.E.P.R. Discussion Papers.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," Tinbergen Institute Discussion Papers 11-039/2/DSF14, Tinbergen Institute, revised 31 Mar 2011.
- Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017.
"The leverage ratio, risk-taking and bank stability,"
Working Paper Series
2079, European Central Bank.
- Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2018. "The leverage ratio, risk-taking and bank stability," Bank of England working papers 766, Bank of England.
- De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021.
"The real effects of capital requirements and monetary policy: Evidence from the United Kingdom,"
Journal of Banking & Finance, Elsevier, vol. 133(C).
- De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.
- Filippo De Marco & Tomasz Wieladek, 2016. "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," BAFFI CAREFIN Working Papers 1640, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Wieladek, Tomasz & De Marco, Filippo, 2016. "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," CEPR Discussion Papers 11265, C.E.P.R. Discussion Papers.
- Nordal, Kjell Bjørn, 2009.
"A real options approach for evaluating the implementation of a risk-sensitive capital rule in banks,"
Review of Financial Economics, Elsevier, vol. 18(3), pages 132-141, August.
- Kjell Bjørn Nordal, 2009. "A real options approach for evaluating the implementation of a risk‐sensitive capital rule in banks," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 132-141, August.
- Mirakhor, Abbas, 1987. "Analysis of Short-Term Asset Concentration in Islamic Banking," MPRA Paper 56029, University Library of Munich, Germany.
- Uluc, Arzu & Wieladek, Tomasz, 2015.
"Capital requirements, risk shifting and the mortgage market,"
Bank of England working papers
572, Bank of England.
- Uluc, Arzu & Wieladek, Tomasz, 2017. "Capital requirements, risk shifting and the mortgage market," Working Paper Series 2061, European Central Bank.
- Wieladek, Tomasz & Uluc, Arzu, 2016. "Capital Requirements, Risk Shifting and the Mortgage Market," CEPR Discussion Papers 11214, C.E.P.R. Discussion Papers.
- Ben Naceur, Samy & Kandil, Magda, 2009.
"The impact of capital requirements on banks' cost of intermediation and performance: The case of Egypt,"
Journal of Economics and Business, Elsevier, vol. 61(1), pages 70-89.
- Samy Ben Naceur & Magda Kandil, 2008. "The Impact of Capital Requirements on Banks’ Cost of Intermediation and Performance: The Case of Egypt," Working Papers 430, Economic Research Forum, revised 09 Jan 2008.
- Ayadi, Rym & De Groen, Willem Pieter, 2014. "Banking Business Models Monitor 2014: Europe," CEPS Papers 9713, Centre for European Policy Studies.
- Wahyoe Soedarmono & Philippe Rous & Amine Tarazi, 2011. "Bank Capital and Self-Interested Managers: Evidence from Indonesia," Working Papers hal-00918584, HAL.
- Tsuji, Kenji, 1999. "Bank capital regulation, diversification loss and the probability of bank failure," Japan and the World Economy, Elsevier, vol. 11(4), pages 485-495, December.
- Steven Shavell, 2004. "Minimum Asset Requirements and Compulsory Liability Insurance As Solutions to the Judgment-Proof Problem," NBER Working Papers 10341, National Bureau of Economic Research, Inc.
- Flannery, Mark J. & Giacomini, Emanuela, 2015. "Maintaining adequate bank capital: An empirical analysis of the supervision of European banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 236-249.
- Pamela P. Peterson & Larry D. Wall, 1996. "Banks' responses to binding regulatory capital requirements," Economic Review, Federal Reserve Bank of Atlanta, vol. 80(Mar), pages 1-17.
- Rubi Ahmad & M. Ariff & Michael Skully, 2008.
"The Determinants of Bank Capital Ratios in a Developing Economy,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(3), pages 255-272, December.
- Michael J. Skully & Rubi Ahmad & M. Ariff, 2009. "The Determinants of Bank Capital Ratios in a Developing Economy," CARF F-Series CARF-F-147, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Jobst, Andreas A., 2002.
"Collateralised loan obligations (CLOs): A primer,"
CFS Working Paper Series
2002/13, Center for Financial Studies (CFS).
- Andreas A. Jobst, 2002. "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting 96, Department of Finance, Goethe University Frankfurt am Main.
- Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
- Faris Alshubiri & Mawih Kareem Ani, 2023. "Financing and returns of Shari’ah-compliant contracts and sustainable investing in the Islamic banking of Oman," Economic Change and Restructuring, Springer, vol. 56(4), pages 2455-2491, August.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018.
"Financial stability: To regulate or not? A public choice inquiry,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 127-140.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018. "Financial stability: To Regulate or Not? A public choice inquiry," Cardiff Economics Working Papers E2018/4, Cardiff University, Cardiff Business School, Economics Section.
- repec:dau:papers:123456789/2163 is not listed on IDEAS
- Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
- Stolz, Stéphanie, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy (IfW Kiel).
- Gjerde, Oystein & Semmen, Kristian, 1995. "Risk-based capital requirements and bank portfolio risk," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1159-1173, October.
- Besancenot, Damien & Vranceanu, Radu, 2011.
"Banks' risk race: A signaling explanation,"
International Review of Economics & Finance, Elsevier, vol. 20(4), pages 784-791, October.
- Besancenot, Damien & Vranceanu, Radu, 2009. "Banks’ risk race: a signaling explanation," ESSEC Working Papers DR 09007, ESSEC Research Center, ESSEC Business School.
- Damien Besancenot & Radu Vranceanu, 2011. "Banks risk race: A signaling explanation," Working Papers halshs-00424214, HAL.
- Radu Vranceanu & Damien Besancenot, 2010. "Banks' risk race: A signaling explanation," Post-Print hal-00554719, HAL.
- Lin, Shu Ling & Penm, Jack H.W. & Gong, Shang-Chi & Chang, Ching-Shan, 2005. "Risk-based capital adequacy in assessing on insolvency-risk and financial performances in Taiwan's banking industry," Research in International Business and Finance, Elsevier, vol. 19(1), pages 111-153, March.
- Luca Giacó & Patrick Musso, 1998. "Réglementation des fonds propres et dynamique de la firme bancaire," Revue Française d'Économie, Programme National Persée, vol. 13(2), pages 289-309.
- Lee, Chien-Chiang & Hsieh, Meng-Fen, 2013. "The impact of bank capital on profitability and risk in Asian banking," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 251-281.
- Phong T. H. Ngo, 2006.
"A Theory of Precautionary Regulatory Capital in Banking,"
International Review of Finance, International Review of Finance Ltd., vol. 6(3‐4), pages 99-128, September.
- Phong T. H. Ngo, 2006. "A Theory of Precautionary Regulatory Capital in Banking," ANU Working Papers in Economics and Econometrics 2006-465, Australian National University, College of Business and Economics, School of Economics.
- Fernando Moreira, 2024. "Risk-taking in banks: does skin-in-the-game really matter?," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(4), pages 404-424, December.
- Hai Long Pham & Kevin James Daly, 2020. "The Impact of BASEL Accords on the Management of Vietnamese Commercial Banks," JRFM, MDPI, vol. 13(10), pages 1-13, September.
- Cuoco, Domenico & Liu, Hong, 2006. "An analysis of VaR-based capital requirements," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 362-394, July.
- Thomas Gehrig, 1995. "Capital Adequacy Rules: Implications for Banks' Risk-Taking," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 747-764, December.
- repec:ipg:wpaper:2014-413 is not listed on IDEAS
- Paul S. Calem & Rafael Rob, "undated".
"The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model,"
Finance and Economics Discussion Series
1996-12, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
- Paul S. Calem & Rafael Rob, 1996. "The impact of capital-based regulation on bank risk-taking: a dynamic model," Finance and Economics Discussion Series 96-12, Board of Governors of the Federal Reserve System (U.S.).
- Paul Calem & Rafael Rob, "undated". ""The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model''," CARESS Working Papres 97-16, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Saeed, Momna & Izzeldin, Marwan & Hassan, M. Kabir & Pappas, Vasileios, 2020. "The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
- Raj Aggarwal & Kevin T. Jacques, 1998. "Assessing the impact of prompt corrective action on bank capital and risk," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 23-32.
- repec:cte:dbrepe:db040403 is not listed on IDEAS
- George Sheldon, 1996. "Capital Adequacy Rules and the Risk-Seeking Behavior of Banks: A Firm-Level Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 709-734, December.
- Haq, Mamiza & Faff, Robert & Seth, Rama & Mohanty, Sunil, 2014. "Disciplinary tools and bank risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 37-64.
- Pasiouras, Fotios & Gaganis, Chrysovalantis, 2013. "Regulations and soundness of insurance firms: International evidence," Journal of Business Research, Elsevier, vol. 66(5), pages 632-642.
- Gary Gorton & Andrew Winton, "undated".
"Bank Capital Regulation in General Equilibrium,"
Rodney L. White Center for Financial Research Working Papers
17-95, Wharton School Rodney L. White Center for Financial Research.
- Gary Gorton & Andrew Winton, 1995. "Bank Capital Regulation in General Equilibrium," NBER Working Papers 5244, National Bureau of Economic Research, Inc.
- Kris James Mitchener, 2004. "Bank Supervision, Regulation, and Instability During the Great Depression," NBER Working Papers 10475, National Bureau of Economic Research, Inc.
- Kris James Mitchener, 2006. "Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression," NBER Working Papers 12074, National Bureau of Economic Research, Inc.
- Toh, Moau Yong, 2019. "Effects of bank capital on liquidity creation and business diversification: Evidence from Malaysia," Journal of Asian Economics, Elsevier, vol. 61(C), pages 1-19.
- Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021. "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Stephen Matteo Miller & Blake Hoarty, 2021. "On regulation and excess reserves: The case of Basel III," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(2), pages 215-247, June.
- Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2021.
"Risk-sensitive Basel regulations and firms’ access to credit: Direct and indirect effects,"
Journal of Banking & Finance, Elsevier, vol. 126(C).
- Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket, 2018. "Risk-sensitive Basel Regulations and Firms' Access to Credit: Direct and Indirect Effects," IIMA Working Papers WP 2018-10-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Ashraf, Dawood & Ramady, Mohamed & Albinali, Khalid, 2016. "Financial fragility of banks, ownership structure and income diversification: Empirical evidence from the GCC region," Research in International Business and Finance, Elsevier, vol. 38(C), pages 56-68.
- Douglas Gale, 2015. "Regulation and Sausages," Manchester School, University of Manchester, vol. 83, pages 1-26, December.
- Fegatelli, Paolo, 2010. "The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation," Journal of Financial Stability, Elsevier, vol. 6(2), pages 79-84, June.
- Inene Kanzari & Mraihi Fayçal, 2017. "Financial Stability and Prudential Requirements in Tunisian Case," International Business Research, Canadian Center of Science and Education, vol. 10(10), pages 126-131, October.
- Santos, Joao A. C., 1999.
"Bank capital and equity investment regulations,"
Journal of Banking & Finance, Elsevier, vol. 23(7), pages 1095-1120, July.
- João A. C. Santos, 1995. "Bank capital and equity investment regulations," Working Papers (Old Series) 9515, Federal Reserve Bank of Cleveland.
- E. Agliardi, 2007. "Bank Closure Policies and Capital Requirements: a Note," Working Papers 603, Dipartimento Scienze Economiche, Universita' di Bologna.
- Phong T. H. Ngo, 2006. "International Prudential Regulation, Regulatory Risk and the Cost of Bank Capital," ANU Working Papers in Economics and Econometrics 2006-463, Australian National University, College of Business and Economics, School of Economics.
- Faisal Abbas & Zahid Irshad Younas, 2021. "How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 109-131.
- Daniel Mokatsanyane & Paul-Francois Muzindutsi & Diana Viljoen, 2017. "Credit Risk and Securitisation in the South African Banking Sector," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 102-121, April.
- Gordon J. Alexander & Alexandre M. Baptista, 2017. "Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 603-634, June.
- Abdul RASHID* & Muhammad KHALID**, 2018. "An Assessment Of Bank Capital Effects On Bank-Risk-Taking In Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 28(2), pages 213-234.
- Ensar Yilmaz & Burak Ünveren, 2012. "Capital regulation and auditing," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1467-1475, October.
- Hassan, M. Kabir & Farhat, Joseph & Al-Zu'Bi, Bashir, 2003.
"Dividend Signaling Hypothesis And Short-Term Asset Concentration Of Islamic Interest-Free Banking,"
Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 11, pages 2-30.
- Joseph Farhat & M. Kabir Hassan & Bashir Al-Zu'bi, 2002. "Dvidend Signaling Hypothesis and Short-Term Asset Concentration of Islamic Interest-free Banking," Working Papers 0221, Economic Research Forum, revised 18 Jul 2002.
- Joao Andre Marques Pereira & Richard Saito, 2015. "Coordination of capital buffer and risk profile under supervision of Central Bank," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(1), pages 74-101.
- Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G., 2012.
"Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus,"
Journal of Financial Stability, Elsevier, vol. 8(2), pages 57-68.
- Delis, Manthos D & Tran, Kien & Tsionas, Efthymios, 2009. "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus," MPRA Paper 18526, University Library of Munich, Germany.
- Kim, Chulyoung & Koh, Paul S., 2019.
"Minimum Asset and Liability Insurance Requirements on Judgment-Proof Individuals When Harm is Endogenous,"
Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 60(2), pages 141-161, December.
- Chulyoung Kim & Paul S. Koh, 2018. "Minimum Asset and Liability Insurance Requirements on Judgment-Proof Individuals When Harm is Endogenous," Working papers 2018rwp-135, Yonsei University, Yonsei Economics Research Institute.
- Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547.
- Jacky So & Jason Z. Wei, 2004. "Deposit Insurance and Forbearance Under Moral Hazard," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 707-735, December.
- Louhichi, Awatef & Louati, Salma & Boujelbene, Younes, 2020. "The regulations–risk taking nexus under competitive pressure: What about the Islamic banking system?," Research in International Business and Finance, Elsevier, vol. 51(C).
- Christian Hott, 2022.
"Leverage and Risk Taking under Moral Hazard,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 167-185, April.
- Hott, Christian, 2013. "Leverage and Risk Taking under Moral Hazard," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79960, Verein für Socialpolitik / German Economic Association.
- Raoudha Dhouibi & Abir Mabrouk & Emna Rouetbi, 2016. "Bank Transparency and Risk Taking: Empirical Evidence from Tunisia," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(5), pages 111-123, May.
- Clark, Brian & Ebrahim, Alireza, 2022. "Risk shifting and regulatory arbitrage: Evidence from operational risk," Journal of Financial Stability, Elsevier, vol. 58(C).
- Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Leibniz Centre for European Economic Research.
- Robert Jarrow, 2013. "Capital adequacy rules, catastrophic firm failure, and systemic risk," Review of Derivatives Research, Springer, vol. 16(3), pages 219-231, October.
- Henri Loubergé, 1998. "Risk and Insurance Economics 25 Years After," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 23(4), pages 540-567, October.
- Frederick T. Furlong & Michael C. Keeley, 1991. "A reexamination of mean-variance analysis of bank capital regulation ( reprinted from Journal of Banking and Finance)," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 40-48.
- Andreas Jobst, 2002.
"Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation,"
FMG Discussion Papers
dp422, Financial Markets Group.
- Jobst, Andreas A., 2002. "Loan securitisation: default term structure and asset pricing based on loss prioritisation," LSE Research Online Documents on Economics 24941, London School of Economics and Political Science, LSE Library.
- Takino, Kazuhiro & Ishinagi, Yoshikazu, 2022. "On mean–variance analysis of a bank’s behavior," Finance Research Letters, Elsevier, vol. 46(PA).
- Amel Belanes & Afef Ben Hajiba, 2012. "Regulation and risk taking in the banking industry: evidence from Tunisia," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 3(1), pages 89-104.
- Aggarwal, Raj & Jacques, Kevin T., 2001. "The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1139-1160, June.
- Inwon Song, 1998. "Korean banks' responses to the strengthening of capital adequacy requirements," Pacific Basin Working Paper Series 98-01, Federal Reserve Bank of San Francisco.
- Almazan, Andres, 2002. "A Model of Competition in Banking: Bank Capital vs Expertise," Journal of Financial Intermediation, Elsevier, vol. 11(1), pages 87-121, January.
- Willem Naude, 1995. "Financial liberalisation and interest rate risk management in Sub-Saharan Africa," Economics Series Working Papers WPS/1996-12, University of Oxford, Department of Economics.
- VanHoose, David, 2007. "Theories of bank behavior under capital regulation," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3680-3697, December.
- Jeitschko, Thomas D. & Jeung, Shin Dong, 2005. "Incentives for risk-taking in banking - A unified approach," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 759-777, March.
- Momota, Akira & Maeda, Yasuo, 2004. "The effect of solvency regulation to a bank," Japan and the World Economy, Elsevier, vol. 16(2), pages 163-191, April.
- Nancy Silva, 2007. "Capital Regulation and Bank Risk Taking: Completing Blum’s Picture," Working Papers Central Bank of Chile 416, Central Bank of Chile.
- Mohammad Izadikhah & Elnaz Azadi & Majid Azadi & Reza Farzipoor Saen & Mehdi Toloo, 2022. "Developing a new chance constrained NDEA model to measure performance of sustainable supply chains," Annals of Operations Research, Springer, vol. 316(2), pages 1319-1347, September.
- Vollmer Uwe, 2001. "Minimum Capital Adequacy Ratios for Banks. An Obstacle to Investment Finance of Poorly Capitalized Firms? / Eigenkapitalnormen für Banken. Ein Hindernis für die Investitionsfinanzierung von kapitalsch," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(5-6), pages 577-591, October.
- João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
- Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
- Thomas Gehrig, 1996. "Market Structure, Monitoring and Capital Adequacy Regulation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(IV), pages 685-702, December.
- Kris James Mitchener, 2007. "Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression," Journal of Law and Economics, University of Chicago Press, vol. 50(2), pages 273-302.
- Brockett, Patrick L. & Cooper, William W. & Golden, Linda L. & Rousseau, John J. & Wang, Yuying, 2004. "Evaluating solvency versus efficiency performance and different forms of organization and marketing in US property--liability insurance companies," European Journal of Operational Research, Elsevier, vol. 154(2), pages 492-514, April.
- Angelos Kanas, 2014. "The impact of prompt corrective action on the default risk of the U.S. commercial banking sector," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 393-404, August.
- Agusman, Agusman & Cullen, Grant S. & Gasbarro, Dominic & Monroe, Gary S. & Zumwalt, J. Kenton, 2014. "Government intervention, bank ownership and risk-taking during the Indonesian financial crisis," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 114-131.
- Haq, Mamiza & Heaney, Richard, 2012. "Factors determining European bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 696-718.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011.
"Capital Regulation and Tail Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 123-163, December.
- Mr. Lev Ratnovski & Mr. Enrico Camillo Perotti & Mr. Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," IMF Working Papers 2011/188, International Monetary Fund.
- Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," DNB Working Papers 307, Netherlands Central Bank, Research Department.
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